% various spreads from GZ but from 1973:Q1 to 2010:Q3/
% 1: GZ credit spread
% 2: BAA vs AAA spread.

% gz_sppread - total which is then decomposed into component 1 and 2
% baa_aaa	
% cp_treas1mo	
% gz_spr_oa_p (component 1)	
% ebp: excess bond premium (component 2) 


GZ=[0.8896	0.7467	0.4616	0.7441	0.0209
0.8471	0.7867	0.8173	0.8289	-0.0316
0.6955	0.88	1.1203	0.8899	-0.3143
1.0661	0.7867	1.2714	0.9647	0.0523
0.9828	0.6467	0.5879	1.0106	-0.0035
1.1519	0.7	1.376	1.085	0.2001
1.9156	0.8233	1.8195	1.2348	0.8057
2.0764	1.5533	1.7748	1.2339	0.8332
1.415	1.94	0.8682	1.1337	0.3778
1.2315	1.7567	0.2127	1.0228	0.2218
1.1963	1.67	0.1122	1.0187	0.2827
1.0724	1.77	0.1992	0.928	0.0925
0.8614	1.7	0.0571	0.8405	-0.0202
0.8935	1.3633	0.0632	0.8354	0.029
0.8266	1.1567	-0.0078	0.8033	-0.0006
0.8834	1.03	0.0798	0.7612	-0.0256
0.8686	1.0733	0.0768	0.7901	-0.0706
0.8382	0.9833	0.1838	0.7831	-0.0711
0.7833	0.8833	0.1814	0.7929	-0.1066
0.7198	0.84	0.5755	0.8066	-0.159
0.6268	0.7467	0.3693	0.8674	-0.2421
0.6285	0.8	0.6214	0.8527	-0.222
0.5621	0.7467	0.6759	0.8557	-0.276
0.5683	0.76	1.0713	0.9593	-0.3666
0.6092	0.8633	0.3389	0.9165	-0.2351
0.6269	1.0033	0.2751	0.8944	-0.223
0.6106	1.1033	0.89	0.9028	-0.2166
0.7137	1.2733	1.9331	1.1201	-0.3393
0.8441	1.3367	1.2719	1.1552	-0.1469
1.0052	2.1533	1.643	1.2103	-0.2089
0.9247	1.59	1.1359	1.1819	0.0355
0.9151	1.84	1.9857	1.1013	-0.063
0.9187	2.0833	1.3652	1.1703	0.1511
1.0609	1.7867	1.1149	1.214	0.3718
1.0025	1.5567	2.0367	1.201	0.3037
1.2755	2.0667	1.7515	1.2654	0.3885
1.3647	2.0233	1.2725	1.6097	0.6552
1.3167	2.27	1.6281	1.5351	0.6189
1.4723	2.4967	2.2469	1.2422	0.3034
1.4575	2.5133	0.9677	1.157	0.4288
1.0814	1.9992	0.3075	1.1135	0.2724
0.8462	1.6727	0.3334	1.025	0.0616
0.7822	1.176	0.5152	0.9747	-0.1163
0.7854	1.1959	0.7532	1.026	0.0063
0.7664	1.4498	0.5247	1.0383	-0.0212
0.7229	1.479	1.2437	1.0937	-0.0754
0.8003	1.7137	1.3132	1.0989	-0.0186
0.8898	1.2439	0.8516	1.1213	-0.1001
0.9256	1.1364	0.6855	1.1161	0.0026
1.1348	1.3773	0.7475	1.1747	0.0389
1.1497	1.4447	0.9046	1.1565	0.2271
1.3325	1.3873	1.0428	1.0523	0.2353
1.6753	1.4416	0.8813	0.9282	0.1932
1.7928	1.2708	0.8687	0.9292	0.1608
2.0035	1.3527	0.8994	0.8941	0.5679
1.9392	1.4134	0.9424	1.0429	0.6274
1.8607	1.2934	0.7544	1.0274	0.5608
1.6099	1.1937	1.4792	1.1481	0.0218
1.6453	1.1511	1.1425	0.9734	0.5094
1.4029	1.1608	2.4118	1.3988	-0.2129
1.552	1.1984	1.3374	1.2772	-0.0254
1.4227	1.1698	1.1476	1.2625	0.0522
1.3593	1.1091	1.358	1.2732	-0.0359
1.3882	1.0033	1.5888	1.1326	0.1683
1.3069	0.955	1.5068	1.0437	0.1078
1.5618	0.8852	1.152	0.9381	0.3488
1.5153	0.9221	1.0889	0.7964	0.4307
1.2645	0.9235	1.0812	0.8489	0.3458
1.1298	0.9035	0.63	0.9129	0.2052
0.8271	0.9178	0.7329	0.9003	-0.0529
0.7912	1.0076	0.5908	1.0179	-0.1395
1.157	1.2995	1.1498	1.0807	0.1431
1.1186	1.2751	0.8788	1.0463	0.1288
1.0322	1.0175	0.6123	1.0485	0.0536
1.0841	0.8986	0.4144	1.0241	0.0726
1.1256	0.9544	0.5643	0.9735	0.0684
0.9819	0.9217	0.3234	0.9791	-0.0298
0.9281	0.8522	0.2863	0.989	-0.0842
1.0963	0.7238	0.2748	1.0286	-0.0778
1.1475	0.8486	0.5707	0.985	0.0536
1.1976	0.6639	0.3889	0.9731	0.0247
1.1652	0.7352	0.2372	0.9972	-0.0151
1.1485	0.7309	0.2448	1.0333	-0.0717
1.0942	0.71	0.2422	1.0696	-0.1414
0.9711	0.6846	0.3085	1.1561	-0.3468
1.0001	0.6526	0.4544	1.2136	-0.3328
0.95	0.6647	0.4534	1.1969	-0.351
0.9795	0.6373	0.79	1.2377	-0.3093
1.0136	0.5975	0.5873	1.2383	-0.3225
1.0551	0.5749	0.4605	1.1824	-0.2875
1.0417	0.6243	0.4195	1.1391	-0.2704
1.1644	0.6546	0.5165	1.1083	-0.1201
1.1098	0.663	0.486	1.1495	-0.259
0.9947	0.6859	0.4641	1.1486	-0.3065
0.9785	0.7034	0.417	1.242	-0.4145
1.0214	0.6829	0.5214	1.2353	-0.3953
0.9686	0.6467	0.3572	1.2668	-0.4532
0.9383	0.6127	0.6961	1.2645	-0.4636
0.966	0.5892	0.5939	1.293	-0.545
1.1092	0.5615	0.7616	1.3316	-0.4452
1.1778	0.5895	0.4861	1.3161	-0.378
1.0786	0.613	0.6961	1.3148	-0.4388
1.66	0.6338	0.8516	1.4956	-0.1954
1.8667	0.9161	1.2753	1.5014	-0.05
1.5718	0.9798	0.4138	1.5489	-0.2723
1.5101	0.8047	0.6052	1.5451	-0.2762
1.8267	0.7737	0.7901	1.6789	-0.1161
1.8012	0.7492	0.9069	1.6946	-0.1689
2.0045	0.6192	0.5565	1.8105	-0.07
2.5911	0.8316	1.0365	1.8852	0.3993
2.9022	0.7105	0.5373	1.8908	0.669
3.6057	0.8097	0.5877	1.7709	1.2243
3.2013	0.8074	0.4815	1.8162	0.8813
3.0325	0.8144	0.6276	1.7303	0.7762
3.0024	0.838	0.1714	1.7333	0.6945
3.004	0.992	0.0968	1.9637	0.2177
2.7704	1.3325	0.0125	1.7628	0.4939
2.7752	1.3089	0.0216	1.7482	0.5459
3.878	1.2752	0.0356	1.8856	1.1882
3.7661	1.3208	0.0987	1.9953	0.7756
3.2375	1.1146	0.0549	2.3081	0.2074
2.5516	1.1644	0.0954	2.481	-0.5843
2.2864	1.1103	0.1017	2.385	-0.7881
1.8817	1.0069	0.11	1.933	-0.5158
1.7769	0.8192	0.0821	1.7983	-0.4863
1.7347	0.736	0.0905	1.7692	-0.4337
1.6914	0.8081	0.1072	1.7696	-0.4291
1.554	0.7023	0.1636	1.904	-0.696
1.5919	0.6461	0.142	2.1023	-0.8923
1.997	0.8258	0.2659	2.0145	-0.5284
1.6838	0.8878	0.2348	1.9179	-0.6641
1.8593	0.9597	0.3152	1.8809	-0.4438
1.7236	0.9153	0.1292	1.8706	-0.4717
1.6122	0.8403	0.2902	1.8145	-0.4736
1.7337	0.9124	0.268	1.8777	-0.472
1.5775	0.8944	0.1915	1.8418	-0.5998
1.4435	0.9332	0.1137	1.8059	-0.6487
1.4482	0.9131	0.4526	1.7397	-0.5828
2.235	0.88	0.8703	1.735	-0.0246
2.6259	0.9721	1.0226	1.7876	0.1381
3.5737	1.2961	0.838	1.7778	0.8356
3.2802	1.3897	0.5655	1.8995	0.6106
4.1304	1.5542	0.6796	1.9394	1.167
7.6555	3.0184	0.7128	1.76	1.977
6.3637	2.9472	0.0934	2.0064	2.0463
4.8548	2.4603	0.0981	2.393	1.0369
3.2679	1.3978	0.0535	2.5657	-0.2051
2.6856	1.1282	0.0875	2.3076	-0.4208
2.2809	0.9948	0.0707	1.8539	-0.1075
2.3883	1.1361	0.0706	1.7763	-0.1676
2.5012	1.1966	0.058	1.8133	-0.1864];


%size_nans = (1954-1948)*4+1-2;
add_nans = NaN (104,5);
GZ_spread = [add_nans; GZ];
add_nans1 = NaN (1,5);
GZ_spread = [GZ_spread; add_nans1];


